New Issue: Goldman sells $2 million four-year basket notes linked to indexes, fund

By Susanna Moon

Chicago, July 14 – Goldman Sachs Group, Inc. priced $2 million of 0% buffered basket-linked notes due July 13, 2018 tied to a basket of two indexes and a fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 45% weight, iShares MSCI EAFE exchange-traded fund with a 35% weight and Russell 2000 index with a 20% weight.

The payout at maturity will be par plus any basket gain, up to the maximum settlement amount $1,555 for each $1,000 principal amount.

Investors will receive par if the basket falls by up to 20% and will lose 1.25% for every 1% decline beyond 20%.

Goldman Sachs & Co. is the agent.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Buffered basket-linked notes
Underlying basket:	S&P 500 index (45% weight), iShares MSCI EAFE ETF (35% weight) and Russell 2000 index (20% weight)
Amount:	$2 million
Maturity:	July 13, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus any basket gain, capped at 55.5%; par if the basket falls by up to 20%; 1.25% loss for every 1% decline beyond 20%
Initial levels:	1,964.68 for S&P, 1,161.86 for Russell and $67.43 for MSCI EAFE
Trigger level:	80% of initial level
Pricing date:	July 10
Settlement date:	July 15
Agent:	Goldman Sachs & Co.
Fees:	3.5%
Cusip:	38147QCY0

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